January 15, 2018 / 4:46 AM / 3 months ago

RPT-India fwd/annualised dlr premia-(close)-Jan 15

              Cash Spot        Cash Tom         Tom Next
---------------------------------------------------------------
               Bid/Ask         Bid/Ask          Bid/Ask
(in IST)  
1000             N/A             N/A          00.50/01.00
                 N/A             N/A             02.88%
                              (Jan 12)            
1000         02.25/03.25     02.25/03.25          N/A
                03.23%          03.23%            N/A
--------------------------------------------------------------
 TIME      JAN            FEB           MAR            APR
---------------------------------------------------------------
 1000  09.25/10.75   30.50/32.50    52.75/54.75    80.75/82.75
 1100  09.25/10.75   30.50/32.50    52.50/54.50    80.50/82.50
 1200  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
 1300  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
 1400  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
 1500  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
 1600  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
 1715  09.00/10.50   30.00/32.00    52.00/54.00    80.00/82.00
                         (Closing Jan 12)
 1715  10.00/11.50   31.25/33.25    53.50/55.50    81.75/83.75
----------------------------------------------------------------
 TIME      MAY            JUN            JUL           AUG
----------------------------------------------------------------
 1000 106.50/108.50 128.25/130.25  151.75/153.75 174.50/176.50
 1100 106.25/108.25 128.00/130.00  151.50/153.50 174.25/176.25
 1200 105.50/107.50 127.00/129.00  150.50/152.50 173.00/175.00
 1300 105.75/107.25 127.50/129.00  151.00/153.00 173.75/175.75
 1400 105.75/107.25 127.50/129.00  151.00/153.00 173.75/175.75
 1500 105.50/107.50 127.25/129.25  150.75/152.75 173.50/175.50
 1600 105.50/107.50 127.25/129.25  150.75/152.75 173.50/175.50
 1715 105.50/107.50 127.00/129.00  150.50/152.50 173.25/175.25
                         (Closing Jan 12)
 1715 107.50/109.50 129.25/131.25  152.75/154.75 175.50/177.50
----------------------------------------------------------------
 TIME      SEP            OCT            NOV           DEC
----------------------------------------------------------------
 1000  195.25/197.25  219.75/221.75 242.00/244.00 265.00/267.00
 1100  195.00/197.00  219.50/221.50 241.75/243.75 264.50/266.50
 1200  193.75/195.75  218.25/220.25 240.50/242.50 263.50/265.50
 1300  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1400  194.25/196.25  218.75/220.75 241.00/243.00 264.00/266.00
 1500  194.25/196.25  218.75/220.75 241.25/243.25 264.00/266.00
 1600  194.25/196.25  218.75/220.75 241.25/243.25 264.00/266.00
 1715  194.00/196.00  218.50/220.50 241.00/243.00 264.00/266.00
                         (Closing Jan 12)
 1715  196.75/198.75  221.25/223.25 243.50/245.50 266.50/268.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   4.29%    4.40%    4.63%      4.65%     4.58%   4.53%
 1100   4.30%    4.38%    4.62%      4.64%     4.58%   4.53%
 1200   4.22%    4.33%    4.58%      4.60%     4.54%   4.49%
 1300   4.22%    4.33%    4.58%      4.60%     4.54%   4.50%
 1400   4.22%    4.33%    4.58%      4.60%     4.54%   4.50%
 1500   4.22%    4.33%    4.58%      4.60%     4.54%   4.50%
 1600   4.22%    4.33%    4.58%      4.60%     4.54%   4.50%
 1715   4.22%    4.33%    4.58%      4.60%     4.53%   4.49%
                         (Closing Jan 12)
 1715   4.26%    4.37%    4.61%      4.64%     4.57%   4.52%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12MTH
---------------------------------------------------------------
 1000   4.48%    4.46%    4.44%      4.42%     4.41%   4.38%
 1100   4.48%    4.45%    4.43%      4.42%     4.40%   4.38%
 1200   4.44%    4.42%    4.40%      4.39%     4.38%   4.36%
 1300   4.46%    4.43%    4.41%      4.40%     4.38%   4.36%
 1400   4.46%    4.43%    4.41%      4.40%     4.39%   4.36%
 1500   4.45%    4.43%    4.41%      4.40%     4.39%   4.36%
 1600   4.45%    4.43%    4.41%      4.40%     4.39%   4.37%
 1715   4.44%    4.42%    4.40%      4.39%     4.38%   4.36%
                         (Closing Jan 12) 
 1715   4.48%    4.45%    4.44%      4.42%     4.40%   4.38%
--------------------------------------------------------------- 
        (CONVERSION RATE - $1 = 63.4850/63.4950 rupees)
           
  Note: Figures in brackets indicate negative values.    
    
    Premiums have been given in paise and annualised premiums    
            are on a rolling monthly basis        . For the    
purpose of calculating the annualised premiums, the mid-figure    
between bid and ask is taken. Similarly we use Spot level    
indicative          bid and ask for calculations.   
    
    These indicative rates          are based on contributions   from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, Standard Chartered, HDFC
Bank, Indusind Bank, Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central
Bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com   
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